Fix the cuda test issue in GP with fidelity.

Summary: Fix the cuda test issue in GP with fidelity.

Reviewed By: Balandat

Differential Revision: D16072732

fbshipit-source-id: 392098252921b8e5d6968d499429ef84d4b16719

Author: VilockLi

test/models/fidelity/test_gp_regression_fidelity.py

@@ -69,12 +69,11 @@ def _get_model_and_data(
         model = SingleTaskMultiFidelityGP(**model_kwargs)
         return model, model_kwargs
 
-    def test_exception_message(self):
-        train_X = torch.rand(20, 4)
+    def test_exception_message(self, cuda=False):
+        train_X = torch.rand(20, 4, device=torch.device("cuda" if cuda else "cpu"))
         train_Y = train_X.pow(2).sum(dim=-1)
-        GP = SingleTaskMultiFidelityGP
         with self.assertRaises(UnsupportedError):
-            GP(
+            SingleTaskMultiFidelityGP(
                 train_X,
                 train_Y,
                 train_iteration_fidelity=False,